BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642 FUTURES ONLY POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,876 COMMITMENTS 26 62 25 3,399 3,562 3,450 3,649 426 227 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 73) -152 62 25 212 -10 85 77 -12 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 1.6 0.6 87.7 91.9 89.0 94.1 11.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 19 14 21 15 MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641 FUTURES ONLY POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,809 COMMITMENTS 965 4,761 1,518 16,581 13,155 19,064 19,434 4,745 4,375 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 702) -90 539 129 996 499 1,035 1,167 -333 -465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 20.0 6.4 69.6 55.3 80.1 81.6 19.9 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 10 19 15 30 20 48 46 LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642 FUTURES ONLY POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 145,043 COMMITMENTS 31,002 54,067 22,027 72,686 41,525 125,715 117,619 19,328 27,424 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 236) 1,611 -6,709 -536 270 4,561 1,345 -2,684 -1,109 2,920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 37.3 15.2 50.1 28.6 86.7 81.1 13.3 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 70 71 68 34 42 151 154 LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642 FUTURES ONLY POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 253,516 COMMITMENTS 73,030 60,504 41,820 114,960 102,187 229,810 204,511 23,706 49,005 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 11,507) 2,415 -2,135 7,417 527 5,091 10,359 10,373 1,148 1,134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 23.9 16.5 45.3 40.3 90.6 80.7 9.4 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336) 97 79 82 71 123 203 261 RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643 FUTURES ONLY POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,842 COMMITMENTS 3,766 3,878 610 2,657 2,682 7,033 7,170 1,809 1,672 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -435) -121 138 27 -226 -310 -320 -145 -115 -290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.6 43.9 6.9 30.0 30.3 79.5 81.1 20.5 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 26 26 8 9 16 40 48 FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641 FUTURES ONLY POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,304 COMMITMENTS 9,295 7,501 2,725 7,666 5,888 19,686 16,114 6,618 10,190 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -352) 670 -830 -243 -189 274 238 -799 -590 447 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.3 28.5 10.4 29.1 22.4 74.8 61.3 25.2 38.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 32 30 25 32 38 79 83 CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741 FUTURES ONLY POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CAD 100,000) OPEN INTEREST: 124,489 COMMITMENTS 44,894 6,862 6,361 36,893 95,719 88,148 108,942 36,341 15,547 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 19,405) 2,050 836 2,542 14,189 15,863 18,781 19,241 624 164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 5.5 5.1 29.6 76.9 70.8 87.5 29.2 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 28 9 6 13 18 44 31 SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741 FUTURES ONLY POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF CHF 125,000) OPEN INTEREST: 45,016 COMMITMENTS 24,026 5,835 33 580 32,340 24,639 38,208 20,377 6,808 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -7,277) 655 601 -721 -7,566 -6,415 -7,632 -6,535 355 -742 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.4 13.0 0.1 1.3 71.8 54.7 84.9 45.3 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 16 8 1 1 11 18 19 MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741 FUTURES ONLY POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF MXN 500,000) OPEN INTEREST: 51,097 COMMITMENTS 26,589 27,881 0 23,533 21,938 50,122 49,819 975 1,278 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -24,431) -552 4,804 -503 -21,440 -27,048 -22,495 -22,747 -1,936 -1,684 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.0 54.6 0.0 46.1 42.9 98.1 97.5 1.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 24 18 0 15 11 39 29 BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742 FUTURES ONLY POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF GBP 62,500) OPEN INTEREST: 67,178 COMMITMENTS 24,491 36,978 7 23,532 12,617 48,030 49,602 19,148 17,576 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -38,516) -4,845 1,682 -1,735 -34,228 -37,643 -40,808 -37,696 2,292 -820 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.5 55.0 0.0 35.0 18.8 71.5 73.8 28.5 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 23 21 2 12 12 36 34 JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741 FUTURES ONLY POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 108,330 COMMITMENTS 54,044 16,937 24 24,083 74,881 78,151 91,842 30,179 16,488 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -6,919) -2,681 1,011 -412 -6,557 -7,067 -9,650 -6,468 2,731 -451 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.9 15.6 0.0 22.2 69.1 72.1 84.8 27.9 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 27 18 3 12 15 42 33 EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741 FUTURES ONLY POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF EUR 125,000) OPEN INTEREST: 156,349 COMMITMENTS 74,562 36,790 339 22,673 86,212 97,574 123,341 58,775 33,008 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 6,458) 18,019 -1,720 -2,449 -16,234 6,598 -664 2,429 7,122 4,029 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.7 23.5 0.2 14.5 55.1 62.4 78.9 37.6 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 51 29 4 21 29 73 61 NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741 FUTURES ONLY POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,371 COMMITMENTS 20,206 1,211 0 131 21,192 20,337 22,403 3,034 968 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -6,488) 1,218 346 0 -7,819 -7,166 -6,601 -6,820 113 332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 86.5 5.2 0.0 0.6 90.7 87.0 95.9 13.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 16 4 0 2 13 18 17 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741 FUTURES ONLY POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $1,000,000) OPEN INTEREST: 6,371,061 COMMITMENTS 1101116 314,169 792,510 3648894 4500907 5542520 5607586 828,541 763,475 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -665,063) -193,016 -73,110 8,208 -390,239 -509,336 -575,047 -574,238 -90,016 -90,825 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 4.9 12.4 57.3 70.6 87.0 88.0 13.0 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 63 43 74 111 113 210 203 S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741 FUTURES ONLY POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 500 INDEX X $250.00) OPEN INTEREST: 471,294 COMMITMENTS 27,467 38,823 11,204 319,791 349,529 358,462 399,556 112,832 71,738 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 49,085) 2,326 215 9,113 27,786 26,961 39,225 36,289 9,860 12,796 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 8.2 2.4 67.9 74.2 76.1 84.8 23.9 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 17 24 18 75 68 105 97 E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A FUTURES ONLY POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($50 X S&P 500 INDEX) OPEN INTEREST: 3,084,056 COMMITMENTS 494,556 387,914 55,477 2298904 2338685 2848937 2782076 235,119 301,980 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 395,586) 38,264 11,653 17,272 299,719 301,858 355,255 330,783 40,331 64,803 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 12.6 1.8 74.5 75.8 92.4 90.2 7.6 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 456) 102 106 60 178 175 314 308 E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A FUTURES ONLY POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (S&P 400 INDEX X $100) OPEN INTEREST: 112,674 COMMITMENTS 15,680 11,351 214 87,816 96,365 103,710 107,930 8,964 4,744 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 13,345) -1,416 -186 214 12,513 12,397 11,311 12,425 2,034 920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 10.1 0.2 77.9 85.5 92.0 95.8 8.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 10 9 2 50 33 61 43 NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741 FUTURES ONLY POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 INDEX X $100) OPEN INTEREST: 33,631 COMMITMENTS 4,065 5,900 134 23,986 19,578 28,185 25,612 5,446 8,019 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 10,483) 556 -705 134 8,371 7,134 9,061 6,563 1,422 3,920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 17.5 0.4 71.3 58.2 83.8 76.2 16.2 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 6 1 18 23 21 30 NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742 FUTURES ONLY POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 414,100 COMMITMENTS 101,056 83,761 11,247 259,463 299,660 371,766 394,668 42,334 19,432 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 49,460) -14,847 -35,313 7,666 42,695 77,077 35,514 49,430 13,946 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 20.2 2.7 62.7 72.4 89.8 95.3 10.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 62 58 21 71 77 148 141 AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741 FUTURES ONLY POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF AUD 100,000) OPEN INTEREST: 104,312 COMMITMENTS 58,173 9,572 0 17,506 88,301 75,679 97,873 28,633 6,439 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -9,716) 3,344 3,127 -708 -10,717 -7,196 -8,081 -4,777 -1,635 -4,939 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.8 9.2 0.0 16.8 84.7 72.6 93.8 27.4 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 24 7 0 5 13 29 20 NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741 FUTURES ONLY POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X $5.00) OPEN INTEREST: 32,137 COMMITMENTS 10,572 9,352 0 8,072 14,160 18,644 23,512 13,493 8,625 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -14,302) -894 -4,258 -1,111 -7,274 -4,985 -9,279 -10,354 -5,023 -3,948 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 29.1 0.0 25.1 44.1 58.0 73.2 42.0 26.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 14 10 0 14 10 28 20 NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743 FUTURES ONLY POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (NIKKEI INDEX X JPY 500) OPEN INTEREST: 37,929 COMMITMENTS 9,232 4,276 1,815 21,005 12,240 32,052 18,331 5,877 19,598 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -32,782) -7,826 -9,486 990 -19,523 -16,193 -26,359 -24,689 -6,423 -8,093 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 11.3 4.8 55.4 32.3 84.5 48.3 15.5 51.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 11 5 1 20 16 31 22 E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741 FUTURES ONLY POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (MSCI EAFE INDEX X $50) OPEN INTEREST: 24,722 COMMITMENTS 2,968 587 145 16,698 20,956 19,811 21,688 4,911 3,034 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 580) -618 -6,253 16 -402 5,699 -1,004 -538 1,584 1,118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 2.4 0.6 67.5 84.8 80.1 87.7 19.9 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 2 2 13 14 20 17 S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741 FUTURES ONLY POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (GSCI X $250) OPEN INTEREST: 17,175 COMMITMENTS 3,684 546 2 12,044 15,958 15,730 16,506 1,445 669 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 584) 272 325 2 428 245 702 572 -118 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 3.2 0.0 70.1 92.9 91.6 96.1 8.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 9 3 1 10 2 19 6
Updated September 18, 2009